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Invesco S&P SmallCap Low Volatility ETF XSLV

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Market datapartial · fetched 2026-10-23T04:44:49.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.108564658Z

FundamentalsAlpha Vantage · unavailable

Share price$50.72
1D+0.9%
AH$50.20$50.34$50.48$50.62$50.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSLV
Sold putSold callAH

Invesco S&P SmallCap Low Volatility ETF options

Live interpolated XSLV call and put midpoint premiums by absolute delta.Invesco S&P SmallCap Low Volatility ETF$0.32$0.84$1.35$1.87$2.39$47.47$49.10$50.73$52.36$53.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSLV spot · $50.72XSLV PRICE$0.38$0.39$0.47$0.54$0.61$0.68$0.76$0.90$1.05$1.19$1.34$1.50$1.66$0.48$0.55$0.61$0.68$0.76$0.84$0.93$1.05$1.20$1.35$1.49$1.86$2.24
PutsExpensive1.29×
CallsCheap0.84×
SkewBearish+2.86 pp
Implied moveBearish±$1.69
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0424.4%7.3%47.6329.3%7.0%
25Δ52.8719.2%5.0%48.6325.1%5.2%
30Δ52.3617.9%4.2%49.3222.2%4.0%
35Δ51.9016.7%3.4%49.8719.9%3.0%
40Δ51.5715.6%2.9%50.2518.5%2.4%
45Δ51.2414.5%2.4%50.5817.3%1.9%
50Δ50.9313.7%1.9%50.9016.1%1.5%
55Δ50.6713.7%1.7%51.1915.5%1.1%
60Δ50.4213.7%1.5%51.4515.1%0.9%
65Δ50.1613.8%1.2%51.7214.8%0.7%
70Δ49.9113.5%1.0%51.9914.4%0.4%
75Δ49.6712.9%0.9%52.4215.1%0.3%
80Δ49.4312.3%0.7%52.8715.9%0.2%

20Δ

Calls
Pseudo strike
54.04
IV
24.4%
B/E move
7.3%
Puts
Pseudo strike
47.63
IV
29.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
52.87
IV
19.2%
B/E move
5.0%
Puts
Pseudo strike
48.63
IV
25.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
52.36
IV
17.9%
B/E move
4.2%
Puts
Pseudo strike
49.32
IV
22.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
51.90
IV
16.7%
B/E move
3.4%
Puts
Pseudo strike
49.87
IV
19.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
51.57
IV
15.6%
B/E move
2.9%
Puts
Pseudo strike
50.25
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
51.24
IV
14.5%
B/E move
2.4%
Puts
Pseudo strike
50.58
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
50.93
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
50.90
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
50.67
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
51.19
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
50.42
IV
13.7%
B/E move
1.5%
Puts
Pseudo strike
51.45
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
50.16
IV
13.8%
B/E move
1.2%
Puts
Pseudo strike
51.72
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
49.91
IV
13.5%
B/E move
1.0%
Puts
Pseudo strike
51.99
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
49.67
IV
12.9%
B/E move
0.9%
Puts
Pseudo strike
52.42
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
49.43
IV
12.3%
B/E move
0.7%
Puts
Pseudo strike
52.87
IV
15.9%
B/E move
0.2%

Options history

No recorded observations